Panel data analysis: a survey on model-based clustering of time series

2011 ◽  
Vol 5 (4) ◽  
pp. 251-280 ◽  
Author(s):  
Sylvia Frühwirth-Schnatter
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Panel Data ◽  
Panel Data Analysis ◽  
Model Based Clustering ◽  
Model Based

The Relationship Between Costs And Availability Of Credit: An Empirical Study For Some Tunisian Firms

2012 ◽  
Vol 28 (3) ◽  
pp. 515
Author(s):  
Helmi Hamdi ◽  
Abdelaziz Hakimi ◽  
Mouldi Djelassi
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Econometric Model ◽  
Panel Data Analysis ◽  
Qualitative Model ◽  
Model Based ◽  
Bank Financing ◽  
Logit Estimation ◽  
The Cost ◽  
The Relationship

<p>The aim of this paper is twofold. First, the paper aims to analyze the relationship between the number of bank enterprise relationships and the cost of credit for some Tunisian firms. Using an econometric model based on panel data analysis, results show that the number of bank financing lenders increases the cost of credit. Second, the paper aims to determine the rapport between the number of bank partners and the availability of the credit. By using a qualitative model based on the logit estimation, results show that the number of banks affects negatively and significantly the availability of credit.</p>

scholarly journals Pengaruh Dana Desa Dan Alokasi Dana Gampong Terhadap Kemiskinan Di Kecamatan Makmur Kabupaten Bireuen

2020 ◽  
Vol 3 (1) ◽  
pp. 11
Author(s):  
Aida Fitri ◽  
Khairil Anwar
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Panel Data ◽  
Cross Section ◽  
Time Series Data ◽  
Panel Data Analysis ◽  
Series Data ◽  
Analysis Method ◽  
Fund Allocation ◽  
Data Analysis Method

This study aims to determine how much Influence funds and village fund allocation have on poverty in Makmur District, Bireuen Regency. This study uses the panel data analysis method. Which is a combination of time-series data from 2015 to 2019, and a cross-section involving 27 villages and results in 135 observations. The results show that village funds have a negative and significant effect on poverty in the Makmur sub-district. Meanwhile, the allocation of village fund has no significant effect on poverty in the Makmur sub-district.Keywords:Village Fund, VillageFund Allocation, Poverty.

scholarly journals The Determinants of Indonesian Textile’s and Clothing Export to the Five Countries of Export Destination

ETIKONOMI ◽  
2020 ◽  
Vol 19 (1) ◽  
pp. 19-30 ◽  
Author(s):  
Faizal Irvansyah ◽  
Hermanto Siregar ◽  
Tanti Novianti
Keyword(s):  
United States ◽  
Time Series ◽  
Data Analysis ◽  
Panel Data ◽  
Panel Data Analysis ◽  
The United States ◽  
Destination Country ◽  
Gdp Per Capita ◽  
Per Capita ◽  
Export Destination

Indonesian textile and clothing products (TPT) is the second-largest export product after oil palm product. There are five biggest export destination countries, that is the United States, Japan, South Korea, and Turkey. This study aims to analyze the factors that affect TPT exports to the five biggest export destination countries. The factors that affect TPT exports examined by using time series and panel data analysis. Using panel data analysis finds that GDP per capita of the destination country, the exchange rate of the Rupiah, the price of textiles in the destination country, and import tariffs stipulate in the destination country affect TPT exports. Then, using time series analysis finds that GDP per capita and import tariffs affected TPT export to the United States, China, and Turkey. Meanwhile, the factors influencing Indonesian textile exports to Japan and South Korea are textile prices, rupiah exchange rates, and import tariffs.JEL Classification: F14, F43How to Cite:Irvansyah, F., Siregar, H., & Novianti, T. (2020). The Determinants of Indonesian Textile’s and Clothing Export to the Five Countries of Export Destination. Etikonomi: Jurnal Ekonomi, 19(1), 19 – 30. https://doi.org/10.15408/etk.v19i1.14845.

scholarly journals Fuzzy panel data analysis

2021 ◽  
Vol 48 (3) ◽  
Author(s):  
Muhammet O. Yalçin ◽  
◽  
Nevin Güler Dincer ◽  
Serdar Demir ◽  
◽  
...  
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Panel Data ◽  
Cross Section ◽  
Time Series Data ◽  
Panel Data Analysis ◽  
Series Data ◽  
Percentage Error ◽  
Cross Sectional ◽  
Statistical Assumptions

In statistical and econometric researches, three types of data are mostly used as cross-section, time series and panel data. Cross-section data are obtained by collecting the observations related to the same variables of many units at constant time. Time series data are data type consisted of observations measured at successive time points for single unit. Sometimes, the number of observations in cross-sectional or time series data is insufficient for carrying out the statistical or econometric analysis. In that cases, panel data obtained by combining cross-section and time series data are often used. Panel data analysis (PDA) has some advantages such as increasing the number of observations and freedom degree, decreasing of multicollinearity, and obtaining more efficient and consistent predictions results with more data information. However, PDA requires to satisfy some statistical assumptions such as “heteroscedasticity”, “autocorrelation”, “correlation between units”, and “stationarity”. It is too difficult to hold these assumptions in real-time applications. In this study, fuzzy panel data analysis (FPDA) is proposed in order to overcome these drawbacks of PDA. FPDA is based on predicting the parameters of panel data regression as triangular fuzzy number. In order to validate the performance of efficiency of FPDA, FPDA, and PDA are applied to panel data consisted of gross domestic production data from five country groups between the years of 2005-2013 and the prediction performances of them are compared by using three criteria such mean absolute percentage error, root mean square error, and variance accounted for. All analyses are performed in R 3.5.2. As a result of analysis, it is observed that FPDA is an efficient and practical method, especially in case required statistical assumptions are not satisfied.

scholarly journals Panel data analysis of surface skid resistance for various pavement preventive maintenance treatments using long term pavement performance (LTPP) data

2017 ◽  
Vol 44 (5) ◽  
pp. 358-366 ◽  
Author(s):  
Qiang Joshua Li ◽  
You Zhan ◽  
Guangwei Yang ◽  
Kelvin C.P. Wang ◽  
Chaohui Wang
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Panel Data ◽  
Preventive Maintenance ◽  
Panel Data Analysis ◽  
Pavement Performance ◽  
Skid Resistance ◽  
Cross Sectional ◽  
Slurry Seal

Various preventive maintenance (PM) treatments have been employed to restore pavement skid resistance for enhanced safety. This paper investigates the effectiveness of PM treatments using panel data analysis (PDA). Panel data analysis investigates the differences of cross-sectional information among treatments, but also the time-series changes within each treatment over time. Panel data with multiple years of friction data for four treatments (thin overlay, slurry seal, crack seal, and chip seal) at various climate, traffic, and pavement conditions are obtained from 255 long term pavement performance (LTPP) testing sections. Both fixed- and random-effects models are developed to evaluate pavement skid resistance performance and to identify the most influencing factors. Results from the PDA models are compared to those from traditional ordinary regression models. Slurry seal is demonstrated to be the most effective treatment. Five factors (precipitation, freezing index, humidity, traffic, and pavement age) are identified to be significant for pavement friction. Fixed-effects panel model is selected for the development of friction prediction models. This study not only demonstrates the capability of PDA for analyzing friction data with cross-sectional and time-series characteristics, but also can assist engineers in selecting the most effective PM treatments for the desired level of skid resistance to reduce traffic crashes.

Credit Market Depth and Income Inequality in Vietnam: A Panel-Data Analysis

2016 ◽  
pp. 5-18
Author(s):  
Hoi Le Quoc ◽  
Hoi Chu Minh
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Income Inequality ◽  
Financial Development ◽  
Inflection Point ◽  
Panel Data Analysis ◽  
Credit Market ◽  
Method Of Moment ◽  
Market Depth ◽  
Generalized Method Of Moment

Financial development could exert various effects on income distribution of a country. By employing Generalized Method of Moment, this paper aims at examining the impacts of credit market depth, one of most used financial development barometers, on income inequality in Vietnam. The empirical findings show that expanding credit market in the country could lead to higher income inequality. We have not found evidence that supports the hypothesis of an inverted U-shaped relation ever introduced by Greenwood and Jovanovich, although this hypothesis may still hold in a sense that Vietnam has not reached to the inflection point to generate such a curve alike.

ÖRGÜTLERDE ÖRGÜTSEL BOLLUĞUN GİRİŞİMSEL ORYANTASYON ÜZERİNDEKİ ETKİSİ

2016 ◽  
Vol 4 (3) ◽  
Author(s):  
Nurdan Gürkan ◽  
Ahmet Ferda Çakmak
Keyword(s):  
Corporate Governance ◽  
Data Analysis ◽  
Panel Data ◽  
Strategic Management ◽  
Significant Relationship ◽  
Entrepreneurial Orientation ◽  
Panel Data Analysis ◽  
Organizational Slack ◽  
Analysis Method ◽  
The Relationship

The concept of entrepreneurial orientation, which emerges with the development of strategic management, refers to entrepreneurship orientations of businesses. The businesses need resources in other words organizational slack in order to develop their entrepreneurial trends. The organizational slack consists of three slack type. These slack types are available slack, recoverable slack and potential slack. The purpose of this study is to examine whether organizational slack in the businesses has an effect on entrepreneurial orientation. The relationship between organizational slack and entrepreneurial orientation was investigated through 20 companies that were traded in Borsa Istanbul Corporate Governance Index for 2010-2014 period using panel data analysis method. The results of the study indicate the existence of a statistically significant relationship between and the available slack and the recoverable slack with the entrepreneurial orientation in the businesses. According to findings; there was no statistically significant relationship between potential slack and entrepreneurial orientation.

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